ARCH Models and Financial Applications /

The classical ARMA models have limitations when applied to the field of financial and monetary economics. Financial time series present nonlinear dynamic characteristics and the ARCH models offer a more adaptive framework for this type of problem. This book surveys the recent work in this area from...

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Bibliographic Details

Main Author:	Gouriéroux, Christian
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 1997.
Series:	Springer series in statistics.
Subjects:	Statistics. Economics > Statistics. Economics. Electronic books.
Online Access:	Connect to the full text of this electronic book